I used to think that Samura Shodown II was the greatest fighting game ever, but I'm not so sure any more.
Recently I started playing Ultra Street Fighter IV and it is so badass and fun to play, with many likeable characters and it is complex and deep enough to make it enjoyable and to feel any sort of progression by training and improving your skills.

Also, Jojo's Bizarre Adventure Heritage for the Future is very good. The controls are simpler than in Street Fighter, but it is still complex and just fun to play. Which is surprising since it is a game based on a popular manga, so I was expecting something half assed to make easy money, but it is very well done.